Finding a Balance

I'm currently in my first year of college and so far it has been a complete learning experience. I have discovered many good ideas of how to live on my own and have fun; but at the same time I have also discovered many ways to have fun that are probably not-so-good ideas. I am all about saving money so I can have the most fun possible without emptying my bank account. I have found however, that the thing i struggle the most with is saving my money while still eating healthily. It seems that all the healthiest foods are also the most expensive. Any advice or tips on finding cheap, healthy foods would be greatly appreciated.